Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249580.7975 | 41844.0224 | 207736.7751 | 204322.9669 | -251403.6884 | 455726.6553 |
Total P&L (%) | 249.5808 | 41.844 | 207.7368 | 204.323 | -251.4037 | 455.7267 |
Avg Daily Profit (%) | 0.1675 | 0.0281 | 0.1395 | 0.0747 | 0 | 0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116239 | -100101 | -58178 | -993688 | -1001244 | -424038 |
Profit Factor | 1.5157 | 1.1781 | 1.8344 | 1.0621 | 0.8478 | 1.2779 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 54.5455 | 50 | 59.0909 | 54.5455 | 50 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.2631 | 1.1781 | 1.27 | 0.8851 | 0.8478 | 0.8847 |
Largest Winning Trade | 67857 | 67857 | 61523 | 323386 | 280978 | 323386 |
Largest Losing Trade | -28411 | -28411 | -25446 | -256848 | -247199 | -256848 |
Avg Bars in Trades | 49 | 40 | 57 | 49 | 40 | 57 |
Avg Bars in Winners | 56 | 48 | 64 | 56 | 48 | 64 |
Avg Bars in Losers | 39 | 32 | 48 | 39 | 32 | 48 |
Bars Traded | 4327 | 1793 | 2534 | 4327 | 1793 | 2534 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344520 | -182003 | -3263 | -246256 | -580719 | -39687 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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